검색결과 : 4건
| No. | Article |
|---|---|
| 1 |
THE CONTINUOUS TIME NONZERO-SUM DYNKIN GAME PROBLEM AND APPLICATION IN GAME OPTIONS Hamadene S, Zhang JF SIAM Journal on Control and Optimization, 48(5), 3659, 2010 |
| 2 |
Valuation of investments in natural resources using contingent-claim framework with application to bituminous coal developments in Korea Won C Energy, 34(9), 1215, 2009 |
| 3 |
Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming Pinar MC Automatica, 44(8), 2063, 2008 |
| 4 |
A semimartingale backward equation and the variance-optimal martingale measure under general information flow Mania M, Tevzadze R SIAM Journal on Control and Optimization, 42(5), 1703, 2003 |